Tests for covariance stationarity and white noise, with an application to Euro/US dollar exchange rate: An approach based on the evolutionary spectral density
I. Ahamada. Economics Letters, 77 (2):
177--186(октября 2002)
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%0 Journal Article
%1 Ahamada2002
%A Ahamada, Ibrahim
%D 2002
%J Economics Letters
%K P-value discrepancy plots
%N 2
%P 177--186
%T Tests for covariance stationarity and white noise, with an application to Euro/US dollar exchange rate: An approach based on the evolutionary spectral density
%U http://www.sciencedirect.com/science/article/B6V84-4619M2V-2/2/275dca855aeb46f75d70dcd1967cf545
%V 77
@article{Ahamada2002,
added-at = {2008-04-21T22:09:52.000+0200},
author = {Ahamada, Ibrahim},
biburl = {https://www.bibsonomy.org/bibtex/2fe0f57096fad6d51332e82852ea8a604/smicha},
description = {Economics Letters},
interhash = {3923242350151f6ff84a25a274fedb53},
intrahash = {fe0f57096fad6d51332e82852ea8a604},
journal = {Economics Letters},
keywords = {P-value discrepancy plots},
month = Oct,
number = 2,
pages = {177--186},
timestamp = {2008-04-21T22:13:21.000+0200},
title = {Tests for covariance stationarity and white noise, with an application to Euro/US dollar exchange rate: An approach based on the evolutionary spectral density},
url = {http://www.sciencedirect.com/science/article/B6V84-4619M2V-2/2/275dca855aeb46f75d70dcd1967cf545},
volume = 77,
year = 2002
}
